Inefficiency of Modified VaR and ES
Year of publication: |
2015
|
---|---|
Authors: | Martin, Doug |
Other Persons: | Arora, Rohit (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Effizienz | Efficiency | Risikomaß | Risk measure | Technische Effizienz | Technical efficiency |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 29, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2692543 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G20 - Financial Institutions and Services. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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